Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47674.22 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46279.34 Kr¶

PnL: ---------------------------------------> -609.23 Kr¶

DD now: ---------------------------------> -1.965 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 10:14:08.569441'

Anic Portfolio¶

Today¶

Return: 0.296 %¶

This Week¶

Return: 0.296 %¶

Total¶

Return: 56.073 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2796.500000 160.500000 6.090000 2636.000010
Beijer Electronics Group 26 -0.330000 3125.200000 154.200000 5.190000 2971.000006
Corem Property Group B 59 2.570000 659.620000 82.620000 14.320000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.560000 427.400000 72.400000 20.390000 355.000000
HMS Networks 2 0.450000 715.200000 42.200000 6.270000 673.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Eastnine 4 1.110000 511.200000 20.200000 4.110000 491.000000
Nordea Bank Abp 29 0.660000 3471.880000 17.880000 0.520000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 1.670000 263.520000 17.520000 7.120000 246.000000
Intrum 4 2.180000 544.000000 17.000000 3.230000 527.000000
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Coor Service Management Hold. 8 -0.440000 543.600000 11.600000 2.180000 532.000000
MedCap 2 1.650000 431.000000 10.000000 2.380000 421.000000
Norva24 Group 16 -0.230000 552.000000 9.000000 1.660000 543.000000
OEM International B 7 -0.260000 535.500000 7.500000 1.420000 527.999997
Essity B 2 0.870000 581.400000 7.400000 1.290000 574.000000
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Midsona B 63 -0.640000 588.420000 5.420000 0.930000 582.999984
AcadeMedia 12 0.170000 562.320000 5.320000 0.960000 557.000004
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Resurs Holding 22 -1.320000 577.280000 3.280000 0.570000 573.999998
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.050000 546.000000 0.000000 0.000000 546.000000
Securitas B 6 0.750000 567.840000 -2.160000 -0.380000 570.000000
Boozt 12 -1.220000 1650.000000 -4.000000 -0.240000 1653.999996
Swedbank A 3 -0.450000 558.450000 -5.550000 -0.980000 564.000000
CTEK 13 -1.030000 512.590000 -21.410000 -4.010000 533.999999
SAAB B 8 1.290000 3324.800000 -52.200000 -1.550000 3377.000000
International Petroleum Corp. 5 1.060000 526.000000 -68.570000 -11.530000 594.565215
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
Vivesto 1368 -0.410000 531.330000 -81.670000 -13.320000 612.999432
OX2 18 -1.290000 1514.700000 -149.300000 -8.970000 1663.999992
Axfood 13 -0.290000 3545.100000 -210.900000 -5.620000 3756.000001
Ovzon 52 2.950000 3083.600000 -278.400000 -8.280000 3361.999992
Fasadgruppen Group 35 -1.010000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46245.500000 -643.070000 -2.03478% 46888.564618

Updated:¶

'2023-01-16 10:13:07.006834'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶